| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 240.000 | 5.00 | Aaa | - | NR | - | - | 40.00% | - | Floating | SOFR | - | 265 | SOFR+265 | - | - |
| A-2 | USD | 16.000 | 6.50 | NR | - | AAA | - | - | 36.00% | - | Floating | SOFR | - | 330 | SOFR+330 | - | - |
| B | USD | 40.000 | 6.80 | NR | - | AA | - | - | 26.00% | - | Floating | SOFR | - | 380 | SOFR+380 | - | - |
| C | USD | 25.000 | 7.50 | NR | - | A | - | - | 19.75% | - | Floating | SOFR | - | 450 | SOFR+450 | - | - |
| D | USD | 24.000 | 8.20 | NR | - | BBB- | - | - | 13.75% | - | Floating | SOFR | - | 685 | SOFR+595 | - | - |
| E | USD | 12.000 | 8.70 | NR | - | BB- | - | - | 10.75% | - | Floating | SOFR | - | 1085 | SOFR+924 | - | - |
| Equity | USD | 38.000 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144A/Reg S;
A-2: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144A/Reg S;
B: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144A/Reg S;
C: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144A/Reg S;
D: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144A/Reg S;
E: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144A/Reg S;
Equity: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 15, 2027
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A2J | ZUA | 12.000 | - | - | FF | - | - | - | - | - | Cvxwcvzt | 3nQ | - | 170 | 3uP+170 | - | - |
| E1P | BPG | 949.000 | - | - | ZZZ | - | - | - | - | - | Qxkiueti | 3aV | - | 115 | 3pO+115 | - | - |
| VO | OUQ | 87.000 | - | - | EEE- | - | - | - | - | - | Gsxvhhpk | 3lR | - | 335 | 3oD+335 | - | - |
| ES | MEH | 81.000 | - | - | M | - | - | - | - | - | Ihuqojfa | 3aN | - | 220 | 3nO+220 | - | - |
| F1K | JHH | 6.000 | - | - | AA+ | - | - | - | - | - | Rlifwpiy | 3qW | - | 695 | 3bS+695 | - | - |
| T2G | WST | 8.000 | - | - | FF- | - | - | - | - | - | Bpkzjxic | 3eK | - | 755 | 3xN+755 | - | - |
Tranche Comments
E1P: First Pay: 2022-01-15; Redemption: 2022-10-15;
A2J: First Pay: 2022-01-15; Redemption: 2022-10-15;
ES: First Pay: 2022-01-15; Redemption: 2022-10-15;
VO: First Pay: 2022-01-15; Redemption: 2022-10-15;
F1K: First Pay: 2022-01-15; Redemption: 2022-10-15;
T2G: First Pay: 2022-01-15; Redemption: 2022-10-15;
Deal Comments
Zazkvmvakvk. Sfv Zmii Uaokfyj 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 31, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-I | TPV | 62.200 | - | - | XXX- | - | - | - | 62.00% | - | Goxomomj | 3mO | - | 375 | 3sB+375 | - | - |
| H-A | CQA | 20.700 | - | - | PP | - | - | - | 18.00% | - | Muhycyed | 3tS | - | 150 | 3fY+150 | - | - |
| N-F | FMK | 700.950 | - | - | QQQ | - | - | - | 93.80% | - | Iqefeplw | 3bQ | - | 99 | 3tQ+99 | - | - |
| Z-D | YBR | 36.000 | - | - | P | - | - | - | 94.00% | - | Wlzkpqxf | 3fJ | - | 255 | 3uA+255 | - | - |
| S | JKA | 44.600 | - | - | ZZ- | - | - | - | 7.90% | - | Myopxbir | 3fT | - | 715 | 3eD+715 | - | - |
Tranche Comments
N-F: First Pay: 2021-07-15; Redemption: 2022-04-15; Registration: 144A Awry;
H-A: First Pay: 2021-07-15; Redemption: 2022-04-15; Registration: 144D Htaq;
Z-D: First Pay: 2021-07-15; Redemption: 2022-04-15; Registration: 144J Sgst;
M-I: First Pay: 2021-07-15; Redemption: 2022-04-15; Registration: 144M Camk;
S: First Pay: 2021-07-15; Redemption: 2022-04-15; Registration: 144R Ejnw;
Deal Comments
Yjyewxwbewc. Iew Lxmm Bjceeqz 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 20, 2012
WAL Test Period End Date
May 15, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | YUW | 52.190 | - | - | DD | - | - | - | 95.63% | - | Amxpcyue | 3wE | - | 240 | 3dE+240 | - | - |
| K | NBV | 283.420 | - | - | QQQ | - | - | - | 14.00% | - | Nruepbmv | 3tV | - | 180 | 3mN+180 | - | - |
| Z | PPY | 70.000 | - | - | N | - | - | - | 32.53% | - | Ljeukfof | 3nM | - | 330 | 3eU+330 | - | - |
| W | WYX | 78.140 | - | - | DDD- | - | - | - | 21.00% | - | Xouhoilz | 3uH | - | 530 | 3nD+530 | - | - |
| Lzx | MCW | 67.000 | - | - | - | - | - | - | - | - | Jsocackz | 3sL | - | - | - | - | - |
Tranche Comments
K: First Pay: 2020-10-15; Registration: 144T Aspf;
O: First Pay: 2020-10-15; Registration: 144M Qmor;
Z: First Pay: 2020-10-15; Registration: 144Q Xdoy;
W: First Pay: 2020-10-15; Registration: 144Q Itwh;
Lzx: First Pay: 2020-10-15; Registration: 144H Tmty;
Deal Comments
Sfq-Fkyy Zsxefep 1.00
Reinvestment Period (YRS)
7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1Y | VFS | 101.000 | - | - | WWW | HHH | - | - | - | - | Jbrwphvx | 3wD | - | 143 | 3pZ+143 | - | - |
| Jon | KHX | 27.200 | - | - | MZ | TH | - | - | - | - | - | - | - | - | - | - | - |
| N | CBV | 30.000 | - | - | RR- | - | - | - | - | - | Rzheftyc | 3pU | - | 720 | 3qR+698 | - | - |
| N-2 | NQM | 63.000 | - | - | SS | - | - | - | - | - | Dyzvuudo | 3oD | - | 210 | 3hB+210 | - | - |
| I | HXR | 89.000 | - | - | I | - | - | - | - | - | Bcxryyxv | 3jS | - | 267 | 3mU+267 | - | - |
| K-1L | XMU | 9.000 | - | - | - | BBB | - | - | - | - | Skpofjtn | 3vY | - | 190 | 3bO+190 | - | - |
| C | ZTM | 66.000 | - | - | QQQ- | - | - | - | - | - | Qazbmcca | 3dD | - | 370 | 3uX+370 | - | - |
Tranche Comments
Y-1Y: First Pay: 2020-04-15; Redemption: 10/15/2021;
K-1L: First Pay: 2020-04-15; Redemption: 10/15/2021;
N-2: First Pay: 2020-04-15; Redemption: 10/15/2021;
I: First Pay: 2020-04-15; Redemption: 10/15/2021;
C: First Pay: 2020-04-15; Redemption: 10/15/2021;
N: First Pay: 2020-04-15; Redemption: 10/15/2021;
Jon: First Pay: 2020-04-15; Redemption: 10/15/2021;
Reinvestment Period End Date
May 4, 2021